fast-sde-0.1.0
- fast-sde 0.1.0
- Permalink
- Docs.rs crate page
- MIT OR Apache-2.0
- Links
- Homepage
- Repository
- crates.io
- Source
- Owners
- R0B11N
- Dependencies
- bitflags ^2.4 normal
  
  chrono ^0.4 normal
  
  nalgebra ^0.27 normal
  
  ndarray ^0.15 normal
  
  num_cpus ^1.16 normal
  
  rand ^0.8 normal
  
  rand_distr ^0.4 normal
  
  rayon ^1.5 normal
  
  statrs ^0.15 normal
- Versions
- 37.28% of the crate is documented
Platform
Feature flags

docs.rs

Rust

Module models

fast_sde0.1.0

Module models

Module Items

Modules

In crate fast_sde

Module models

Modules§

gbm
heston: Heston Stochastic Volatility Model Implementation
merton
model
ou_process
sabr